Anic Equity¶

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Total return since start: 0.589 %¶

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Equity now: -----------------------------> 48526.07 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46323.23 Kr¶

PnL: ---------------------------------------> -1899.02 Kr¶

DD now: ---------------------------------> -6.811 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 15:11:06.764614'

Anic Portfolio¶

Today¶

Return: 0.113 %¶

This Week¶

Return: 0.113 %¶

Total¶

Return: 58.862 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.630000 833.850000 135.850000 19.460000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Tobii Dynavox 109 -1.410000 2751.160000 29.160000 1.070000 2721.999993
Stillfront Group 38 -1.990000 711.360000 25.360000 3.700000 686.000016
MEKO 13 -1.470000 1571.700000 17.700000 1.140000 1554.000006
Tietoevry 2 -1.690000 650.400000 12.400000 1.940000 638.000000
Vitec Software Group B 1 -1.330000 496.800000 11.800000 2.430000 485.000000
G5 Entertainment 3 -0.050000 574.500000 2.500000 0.440000 572.000001
Mycronic 3 -2.250000 652.800000 0.800000 0.120000 651.999999
SKF A 3 -3.570000 591.600000 -1.400000 -0.240000 593.000001
SKF B 3 -3.880000 590.850000 -5.150000 -0.860000 596.000001
Embracer Group B 14 -4.070000 681.450000 -7.550000 -1.100000 689.000004
ASSA ABLOY B 2 -0.820000 506.400000 -7.600000 -1.480000 514.000000
Addnode Group B 6 -2.270000 697.800000 -11.200000 -1.580000 709.000002
Avanza Bank Holding 2 -3.750000 493.000000 -18.000000 -3.520000 511.000000
Husqvarna A 7 -2.990000 613.900000 -19.100000 -3.020000 632.999997
Loomis 6 -2.150000 2023.200000 -19.800000 -0.970000 2043.000000
Fastighetsbolag. Emilshus Pref 21 -1.530000 540.750000 -21.250000 -3.780000 562.000005
ACQ Bure SPAC 36 -0.410000 3463.200000 -26.800000 -0.770000 3489.999984
Husqvarna B 7 -3.250000 612.640000 -27.360000 -4.280000 639.999997
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Collector Bank 29 -5.340000 1203.500000 -30.500000 -2.470000 1233.999996
Rejlers B 6 -2.400000 928.800000 -33.200000 -3.450000 961.999998
Lagercrantz Group B 5 -1.470000 570.500000 -36.500000 -6.010000 607.000000
Nordea Bank Abp 30 -3.360000 3726.000000 -37.000000 -0.980000 3762.999990
Swedbank A 3 -2.840000 580.200000 -37.800000 -6.120000 618.000000
Arion Banki SDB 61 -1.820000 657.580000 -39.420000 -5.660000 697.000030
Norva24 Group 12 -1.960000 360.720000 -46.530000 -11.430000 407.250000
Mips 1 -2.110000 473.400000 -55.600000 -10.510000 529.000000
Dustin Group 18 -4.380000 612.360000 -57.640000 -8.600000 669.999996
Fastighetsbolaget Emilshus B 23 17.050000 632.390000 -62.610000 -9.010000 694.999993
AFRY 3 -2.470000 521.100000 -73.900000 -12.420000 594.999999
Viaplay Group B 4 -5.460000 948.000000 -89.000000 -8.580000 1037.000000
RVRC Holding 17 -3.170000 550.120000 -132.880000 -19.460000 683.000007
Beijer Alma B 9 -3.140000 1804.500000 -149.500000 -7.650000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 0.160000 696.300000 -296.700000 -29.880000 992.999997
Camurus 16 -2.790000 3561.600000 -576.400000 -13.930000 4138.000000
TOTAL 46323.230000 -1899.020000 -6.8106% 48222.250041

Updated:¶

'2023-03-13 15:11:20.221764'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶